Robustness in Bayesian nonparametrics

DOI10.1016/J.IJAR.2016.12.001zbMath1410.62075OpenAlexW2557521926MaRDI QIDQ511644

Sudip Bose

Publication date: 22 February 2017

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2016.12.001

zbMATH Keywords

robustnessoptimalitylinear functionalsDirichlet priorsminimax posterior regretratio-linear quantities

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (1)

A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ranges of posterior measures for priors with unimodal contaminations
• Optimally robust credible sets with a class of priors
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Bayesian inference using intervals of measures
• Stable decision problems
• Bayesian robustness with mixture classes of priors
• An overview of robust Bayesian analysis. (With discussion)
• Robust Bayesian analysis: sensitivity to the prior
• Prior distributions on spaces of probability measures
• A Bayesian analysis of some nonparametric problems
• On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions
• Introduction to Imprecise Probabilities

This page was built for publication: Robustness in Bayesian nonparametrics